+50.8%
SWKS vs PPG
+53.9%
-3.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | +0.7% | +8.7% | +8.8% |
| 30D | +17.0% | +17.6% | -0.6% | +4.4% |
| 3M | +28.9% | +7.5% | +21.5% | +21.9% |
| 6M | +33.1% | +17.6% | +15.5% | +17.8% |
| YTD | +44.8% | +22.6% | +22.2% | +21.9% |
| 1Y | +36.2% | +28.0% | +8.2% | +11.2% |
| 3Y | +11.5% | +1.8% | +9.7% | +5.8% |
| 5Y | -37.1% | -15.5% | -21.6% | -34.2% |
| All | +50.8% | +53.9% | -3.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling